This tutorial focuses on research methodologies for multiagent systems research. Rather than only providing an introduction to the field and an overview of existing research, we discuss different approaches to doing agents research, methodological pitfalls, and attempt to provide some guidance that should be useful for young researchers and PhD students to help them plan and assess their research activities. The tutorial consists of four parts: 1) What is agents research? – where we review core definitions, the history of the field, and give an overview of popular research topics. 2) How is agents research done? – where we introduce core research questions and survey available methods and tools for research. 3) How do we evaluate agents research? – where we critically discuss different evaluation paradigms and criteria, and consider the issue of presenting one’s work appropriately. 4) How should we do agents research? – where we outline the main methodological choices to be made when embarking on a multiagent research project, and attempt to provide some area-specific guidance.